+87.0%
SCHW vs BIDU
-34.9%
+121.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | -2.8% | -5.2% | +2.5% | -2.5% |
| 30D | -0.1% | -14.5% | +14.4% | +0.8% |
| 3M | +20.6% | -22.9% | +43.5% | +22.3% |
| 6M | +15.9% | -27.8% | +43.8% | +17.7% |
| YTD | +8.5% | -30.7% | +39.2% | +10.3% |
| 1Y | +17.8% | -15.8% | +33.7% | +18.0% |
| All | +87.0% | -34.9% | +121.9% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling